Door Knob Discount Center

I locked myself in my apartment one day and the doors were locked my keys inside and outside of me, so the only option I had was to break the glass window double glazing in the center my back door. I now need to set wrong, there are a lot of cold air, and I read that replacing windows is the DIY way cheaper (compared to hiring someone to fix it) . I have no idea where to start, and I've never done this before, so I started looking for some advice on the repair. The door is metal with a 3 approximate 'x 2' window in the center window is the door handle near the top of the door and centered on the length. There is wood trim along the edges of the hole window that is stuck in one place? What would be:
- The most economical repair or replace this type of door / window, all I need (food wise) and how can I do to start / complete this?
Or:
Would it be cheaper to find another steel door (possibly through an auction or providing discount) similar / same one I have now, and just using that to replace the whole door?

In addition, no on-site assistance (web) or can I go locally to find the supplies I'm looking for-(ae: the particular window that I need, or a used / new door that is similar or the same as mine). I live outside of Pittsburgh, Pa. Any help would be appreciated.

OMG The same thing happened to me literally just proabably about 30 minutes ago
I NEED HELP FAST
What is the cost of repairing the window?

Pry off the cap screw on the window trim is chosen.
Remove the screws and remove the window.
Take broken window at your local hardware store or a glass company and have them replace the broken part with the new glass.

Get the size, then call Lowes or HD and they can order a complete unit. I really lite 9, which I replaced by a single window, it was about $ 70 I think